A new class of multivariate distributions: scale mixture of Kotz-type distributions (Q2575553)

A family of multivariate statistical distributions in the real case is derived as a scale mixture of Kotz-type multivariate distributions and the inverse generalized gamma distribution. Transformation of variables technique is used in deriving the distribution. The new distribution is shown to belong to the elliptically contoured family of distributions and to extend different versions of multivariate-\(t\) distributions. In the bivariate case, some interesting surfaces are also plotted. Several properties of the new distribution are also given. For further work in this and related areas the following articles may be helpful: the reviewer [Adv. Appl. Probab. 31, No. 2, 343--354 (1999; Zbl 0944.60014); Linear Algebra Appl. 396, 317--328 (2005; Zbl 1084.62044)] and the reviewer and \textit{S. B. Provost} [Linear Algebra Appl. 410, 198--216 (2005; Zbl 1122.62040)].